Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.548 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47298.9 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45903.92 Kr¶

PnL: ---------------------------------------> -984.65 Kr¶

DD now: ---------------------------------> -2.737 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 20:19:07.222890'

Anic Portfolio¶

Today¶

Return: -0.286 %¶

This Week¶

Return: -1.282 %¶

Total¶

Return: 54.844 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 3.320000 3110.000000 183.000000 6.250000 2927.000000
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 14.340000 790.800000 117.800000 17.500000 673.000000
SAAB B 8 1.030000 3443.200000 66.200000 1.960000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.560000 389.800000 34.800000 9.800000 355.000000
Nordea Bank Abp 29 0.420000 3483.480000 29.480000 0.850000 3453.999992
Corem Property Group B 59 -2.960000 598.850000 21.850000 3.790000 576.999999
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 -1.350000 593.780000 19.780000 3.450000 573.999998
OEM International B 7 1.560000 546.000000 18.000000 3.410000 527.999997
Intrum 4 2.750000 544.800000 17.800000 3.380000 527.000000
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.320000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.670000 575.850000 11.850000 2.100000 564.000000
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Securitas B 6 -0.460000 576.120000 6.120000 1.070000 570.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.620000 580.800000 3.800000 0.660000 577.000002
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 0.290000 530.660000 -3.340000 -0.630000 533.999999
Handelsbanken A 5 0.050000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 1.230000 568.260000 -14.740000 -2.530000 582.999984
Essity B 2 -1.790000 549.200000 -24.800000 -4.320000 574.000000
International Petroleum Corp. 5 -0.090000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -1.790000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 3.850000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 -1.470000 3759.000000 -91.000000 -2.360000 3850.000000
Beijer Electronics Group 26 -10.760000 2802.800000 -168.200000 -5.660000 2971.000006
Fasadgruppen Group 35 -0.580000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 1.090000 1418.400000 -245.600000 -14.760000 1663.999992
Axfood 13 -3.020000 3468.400000 -287.600000 -7.660000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45903.920000 -984.650000 -2.73698% 46888.564618

Updated:¶

'2023-01-26 20:19:21.369545'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶